spec. forecast-revision-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/forecast-revision-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.38 (p=0.67).
sharpe_ratio0.38 sharpe_ratiosupports verdict:rejected
Context
period 2024-11-01–2026-02-02; cost=5bps
Source strategy
rejectedequity· no_edge
Forecast Revision (JP All Stocks)
forecast-revision-jp-all
fact derives from run: r-forecast-revision-jp-all-0005
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.38 (p=0.67).. Strategy: Forecast Revision (JP All Stocks). https://qbuntu.ai/cite/forecast-revision-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:19:07
fact_id: forecast-revision-jp-all-fact-best-sharpe (immutable)